+73.3%
EMR vs LTH
+160.9%
-87.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -5.6% | -4.6% | -1.0% | -4.7% |
| 3M | +7.9% | +32.8% | -24.9% | +1.5% |
| 6M | +6.0% | +64.6% | -58.6% | -4.9% |
| YTD | +16.4% | +62.6% | -46.2% | +4.7% |
| 1Y | +16.6% | +49.9% | -33.3% | +6.3% |
| 3Y | +62.9% | +151.3% | -88.5% | +34.1% |
| All | +73.3% | +160.9% | -87.6% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling